The importance of supply and demand for oil prices : evidence from non-Gaussianity
Year of publication: |
2023
|
---|---|
Authors: | Braun, Robin |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - Oxford [u.a.] : Wiley, ISSN 1759-7331, ZDB-ID 2569569-1. - Vol. 14.2023, 4, p. 1163-1198
|
Subject: | Oil market | Structural Vector Autoregression (SVAR) | identification bynon-Gaussianity | nonparametric Bayes | VAR-Modell | VAR model | Ölpreis | Oil price | Ölmarkt | Welt | World | Kointegration | Cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Schock | Shock |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3982/QE2091 [DOI] |
Classification: | C32 - Time-Series Models ; Q43 - Energy and the Macroeconomy |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Country-specific oil supply shocks and the global economy : a counterfactual analysis
Mohaddes, Kamiar, (2015)
-
Refining the workhorse oil market model
Zhou, Xiaoqing, (2019)
-
Transitory and Permanent Shocks in the Global Market for Crude Oil
Rebei, Nooman, (2020)
- More ...
-
Bauer, Rob, (2008)
-
Identification of Structural Vector Autoregressions by Stochastic Volatility
Bertsche, Dominik, (2018)
-
Three essays on identification in structural vector autoregressive models
Braun, Robin, (2019)
- More ...